Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/76341
Type: Artigo de periódico
Title: A NEW SEQUENTIAL OPTIMALITY CONDITION FOR CONSTRAINED OPTIMIZATION AND ALGORITHMIC CONSEQUENCES
Author: Andreani, R
Martinez, JM
Svaiter, BF
Abstract: Necessary first-order sequential optimality conditions provide adequate theoretical tools to justify stopping criteria for nonlinear programming solvers. Sequential optimality conditions are satisfied by local minimizers of optimization problems independently of the fulfillment of constraint qualifications. A new condition of this type is introduced in the present paper. It is proved that a well-established augmented Lagrangian algorithm produces sequences whose limits satisfy the new condition. Practical consequences are discussed.
Subject: nonlinear programming
optimality conditions
approximate KKT conditions
stopping criteria
Country: EUA
Editor: Siam Publications
Rights: aberto
Identifier DOI: 10.1137/090777189
Date Issue: 2010
Appears in Collections:Artigos e Materiais de Revistas Científicas - Unicamp

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